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~isPartOf:"The journal of fixed income"
~subject:"Asset-backed securities"
~subject:"World"
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The journal of fixed income
The journal of structured finance
150
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
28
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25
NBER Working Paper
25
Journal of financial economics
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The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
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Discussion paper / Centre for Economic Policy Research
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The handbook of European structured financial products
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The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
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Staff reports / Federal Reserve Bank of New York
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Die Bank
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ECONIS (ZBW)
35
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1
A fixed-income market view of mortgage REIT valuations
Gauthier, Laurent
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 6-17
Persistent link: https://www.econbiz.de/10010388882
Saved in:
2
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
3
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
4
Diversification potential of structured securities
Plank, Kilian
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 24-32
Persistent link: https://www.econbiz.de/10009007995
Saved in:
5
CMBS tranche valuation framework : correlated geometric Brownian motions simulation
Shiu, Peijie
;
Luong, Uyen
;
Rozov, Yadin
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10009314955
Saved in:
6
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
Saved in:
7
Introducing the Citi LMM term structur model for mortgages
Karpishpan, Yakov
;
Turel, Ozgur
;
Hasha, Alexander
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003988060
Saved in:
8
An indirect approach to estimate the jumbo-conforming spread
An, Zhiyong
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 59-66
Persistent link: https://www.econbiz.de/10003988062
Saved in:
9
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
Saved in:
10
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
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